"Internal vs. external risk measures: How capital requirements differ in ..."

Martin Eling, Luisa Tibiletti (2010)

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DOI: 10.1016/J.ORL.2010.05.003

access: closed

type: Journal Article

metadata version: 2017-06-08

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Martin Eling, Luisa Tibiletti:
Internal vs. external risk measures: How capital requirements differ in practice. Oper. Res. Lett. 38(5): 482-488 (2010)

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